Wavelet estimation in nonparametric model under martingale difference errors

DOI10.1007/S11766-004-0039-4MaRDI QIDQ2501446zbMATH OpenOpenAlexFDO

Authors Han-Ying Liang, Dongxia Zhang, Baoxian Lu

Publication date 11 September 2006

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-004-0039-4

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• scientific article; zbMATH DE number 1866534 (Why is no real title available?)
• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
• Analytic Inequalities
• Consistent nonparametric multiple regression: the fixed design case
• Consistent regression estimation with fixed design points under dependence conditions
• Density estimation by wavelet thresholding
• Fixed design regression for time series: Asymptotic normality
• Wavelet Methods for Curve Estimation

Cited in

(15)

• Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
• Statistical inference for a heteroscedastic regression model with φ-mixing errors
• Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors
• A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure
• Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
• Estimation of regression functions in nonparametric regression models based on exponential martingale differences
• Wavelet estimate of error variance in a semiparametric regression model with martingale difference errors
• Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
• Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
• Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
• Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process
• Wavelet estimation in heteroscedastic model under censored samples
• Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
• Asymptotic normality of wavelet estimator in heteroscedastic regression model
• Nonparametric wavelet estimator of a fixed design regression function for martingale sequences

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